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WPS vs. VTIP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WPS and VTIP is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

WPS vs. VTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Developed Property ETF (WPS) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
11.14%
25.68%
WPS
VTIP

Key characteristics

Returns By Period


WPS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VTIP

YTD

4.50%

1M

-0.04%

6M

2.35%

1Y

4.61%

5Y*

3.43%

10Y*

2.57%

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WPS vs. VTIP - Expense Ratio Comparison

WPS has a 0.48% expense ratio, which is higher than VTIP's 0.04% expense ratio.


WPS
iShares International Developed Property ETF
Expense ratio chart for WPS: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for VTIP: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

WPS vs. VTIP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Property ETF (WPS) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for WPS, currently valued at -0.07, compared to the broader market0.002.004.00-0.072.50
The chart of Sortino ratio for WPS, currently valued at -0.02, compared to the broader market-2.000.002.004.006.008.0010.00-0.023.80
The chart of Omega ratio for WPS, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.001.001.50
The chart of Calmar ratio for WPS, currently valued at -0.03, compared to the broader market0.005.0010.0015.00-0.036.00
The chart of Martin ratio for WPS, currently valued at -0.20, compared to the broader market0.0020.0040.0060.0080.00100.00-0.2015.81
WPS
VTIP


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.07
2.50
WPS
VTIP

Dividends

WPS vs. VTIP - Dividend Comparison

WPS has not paid dividends to shareholders, while VTIP's dividend yield for the trailing twelve months is around 1.60%.


TTM20232022202120202019201820172016201520142013
WPS
iShares International Developed Property ETF
102.76%2.38%1.16%3.15%2.31%5.11%2.92%2.86%4.17%1.84%3.30%2.75%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
1.60%3.36%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%0.82%0.05%

Drawdowns

WPS vs. VTIP - Drawdown Comparison


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.15%
-0.51%
WPS
VTIP

Volatility

WPS vs. VTIP - Volatility Comparison

The current volatility for iShares International Developed Property ETF (WPS) is 0.00%, while Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) has a volatility of 0.39%. This indicates that WPS experiences smaller price fluctuations and is considered to be less risky than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember0
0.39%
WPS
VTIP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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